+4,494.6%
SMTC vs EL
+1,685.7%
+2,808.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.3% | +8.1% |
| 7D | +12.7% | +0.8% | +12.0% | +12.5% |
| 30D | +22.0% | +19.8% | +2.1% | +12.2% |
| 3M | -12.7% | +25.7% | -38.4% | -21.5% |
| 6M | +64.8% | +5.4% | +59.3% | +56.9% |
| YTD | +100.7% | +0.2% | +100.5% | +91.0% |
| 1Y | +146.9% | +20.4% | +126.5% | +116.4% |
| 3Y | +456.8% | -32.1% | +488.9% | +475.8% |
| 5Y | +89.2% | -67.2% | +156.4% | +159.6% |
| 10Y | +426.9% | +31.7% | +395.1% | +325.4% |
| All | +4,494.6% | +1,685.7% | +2,808.9% | +1,173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling